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Erik-Jan van Kesteren

Publications and source records attributed to Erik-Jan van Kesteren.

13 recordsLinked to original sources

Births are difficult to predict even with rich survey and full-population register data

Major life events have proven difficult to predict. Does this reflect limits of theory, data, and algorithms, or the large role of chance? We examine one outcome - having a child within three years - through a near-ideal setting for prediction: a data challenge where 147 researchers predicted births for Dutch residents aged 18-45, using survey data and full-population registers. Methods ranged from logistic regression to a large language model and transformers. Predictions were moderately accurate (best F1: register 0.59, survey 0.76); advanced models did not outperform classical ones; and the larger registers did not beat the survey. Simulating the stochastic biology of conception and pregnancy, we estimated a predictive ceiling (survey F1 ~ 0.86-0.94, register 0.88-0.96). Observed performance falls short of this ceiling, implicating imperfect data, methods, and unmodelled chance, while the ceiling itself shows that chance in reproduction alone sets a non-trivial limit on predicting individual lives.

cs.LG↗

A Methodological Guide on Using Large Language Models for Reproducible Text Annotation in the Social Sciences and Humanities with Python and R

Large language models (LLMs) are increasingly used by researchers in the social sciences and humanities (SSH) for text analysis, particularly to automate text annotation. However, many researchers still face challenges in adopting LLMs, addressing their limitations, and producing reproducible workflows and results. For example, annotation errors can bias downstream statistical analyses even when apparent accuracy is high. This paper provides a step-by-step methodological guide to using LLMs for text annotation in SSH research, with practical Python and R examples. We explain how LLMs work, how to set up research projects, how to interact with (open-source) LLMs programmatically, how to design and evaluate prompts without overfitting, how to integrate LLM annotations into statistical analyses while accounting for annotation error, and how to manage cost, efficiency, and reproducibility at scale. Throughout, we emphasize intuitive methodological reasoning, concrete examples, and best practices to help researchers incorporate LLM-based annotation into reproducible scientific workflows.

cs.CY↗

Tidy simulation: Designing robust, reproducible, and scalable Monte Carlo simulations

Monte Carlo simulation studies are at the core of the modern applied, computational, and theoretical statistical literature. Simulation is a broadly applicable research tool, used to collect data on the relative performance of methods or data analysis approaches under a well-defined data-generating process. However, extant literature focuses largely on design aspects of simulation, rather than implementation strategies aligned with the current state of (statistical) programming languages, portable data formats, and multi-node cluster computing. In this work, I propose tidy simulation: a simple, language-agnostic, yet flexible functional framework for designing, writing, and running simulation studies. It has four components: a tidy simulation grid, a data generation function, an analysis function, and a results table. Using this structure, even the smallest simulations can be written in a consistent, modular way, yet they can be readily scaled to thousands of nodes in a computer cluster should the need arise. Tidy simulation also supports the iterative, sometimes exploratory nature of simulation-based experiments. By adopting the tidy simulation approach, researchers can implement their simulations in a robust, reproducible, and scalable way, which contributes to high-quality statistical science.

stat.CO↗

Community detection in bipartite signed networks is highly dependent on parameter choice

Decision-making processes often involve voting. Human interactions with exogenous entities such as legislations or products can be effectively modeled as two-mode (bipartite) signed networks-where people can either vote positively, negatively, or abstain from voting on the entities. Detecting communities in such networks could help us understand underlying properties: for example ideological camps or consumer preferences. While community detection is an established practice separately for bipartite and signed networks, it remains largely unexplored in the case of bipartite signed networks. In this paper, we systematically evaluate the efficacy of community detection methods on projected bipartite signed networks using a synthetic benchmark and real-world datasets. Our findings reveal that when no communities are present in the data, these methods often recover spurious user communities. When communities are present, the algorithms exhibit promising performance, although their performance is highly susceptible to parameter choice. This indicates that researchers using community detection methods in the context of bipartite signed networks should not take the communities found at face value: it is essential to assess the robustness of parameter choices or perform domain-specific external validation.

physics.soc-ph↗

A density ratio framework for evaluating the utility of synthetic data

Synthetic data generation is a promising technique to facilitate the use of sensitive data while mitigating the risk of privacy breaches. However, for synthetic data to be useful in downstream analysis tasks, it needs to be of sufficient quality. Various methods have been proposed to measure the utility of synthetic data, but their results are often incomplete or even misleading. In this paper, we propose using density ratio estimation to improve quality evaluation for synthetic data, and thereby the quality of synthesized datasets. We show how this framework relates to and builds on existing measures, yielding global and local utility measures that are informative and easy to interpret. We develop an estimator which requires little to no manual tuning due to automatic selection of a nonparametric density ratio model. Through simulations, we find that density ratio estimation yields more accurate estimates of global utility than established procedures. A real-world data application demonstrates how the density ratio can guide refinements of synthesis models and can be used to improve downstream analyses. We conclude that density ratio estimation is a valuable tool in synthetic data generation workflows and provide these methods in the accessible open source R-package densityratio.

stat.ML↗

To democratize research with sensitive data, we should make synthetic data more accessible

For over 30 years, synthetic data has been heralded as a promising solution to make sensitive datasets accessible. However, despite much research effort and several high-profile use-cases, the widespread adoption of synthetic data as a tool for open, accessible, reproducible research with sensitive data is still a distant dream. In this opinion, Erik-Jan van Kesteren, head of the ODISSEI Social Data Science team, argues that in order to progress towards widespread adoption of synthetic data as a privacy enhancing technology, the data science research community should shift focus away from developing better synthesis methods: instead, it should develop accessible tools, educate peers, and publish small-scale case studies.

stat.OT↗

Correcting inferences for volunteer-collected data with geospatial sampling bias

Citizen science projects in which volunteers collect data are increasingly popular due to their ability to engage the public with scientific questions. The scientific value of these data are however hampered by several biases. In this paper, we deal with geospatial sampling bias by enriching the volunteer-collected data with geographical covariates, and then using regression-based models to correct for bias. We show that night sky brightness estimates change substantially after correction, and that the corrected inferences better represent an external satellite-derived measure of skyglow. We conclude that geospatial bias correction can greatly increase the scientific value of citizen science projects.

stat.AP↗

On Text-based Personality Computing: Challenges and Future Directions

Text-based personality computing (TPC) has gained many research interests in NLP. In this paper, we describe 15 challenges that we consider deserving the attention of the research community. These challenges are organized by the following topics: personality taxonomies, measurement quality, datasets, performance evaluation, modelling choices, as well as ethics and fairness. When addressing each challenge, not only do we combine perspectives from both NLP and social sciences, but also offer concrete suggestions. We hope to inspire more valid and reliable TPC research.

cs.CL↗

Bayesian Analysis of Formula One Race Results: Disentangling Driver Skill and Constructor Advantage

Successful performance in Formula One is determined by combination of both the driver's skill and race-car constructor advantage. This makes key performance questions in the sport difficult to answer. For example, who is the best Formula One driver, which is the best constructor, and what is their relative contribution to success? In this paper, we answer these questions based on data from the hybrid era in Formula One (2014 - 2021 seasons). We present a novel Bayesian multilevel rank-ordered logit regression method to model individual race finishing positions. We show that our modelling approach describes our data well, which allows for precise inferences about driver skill and constructor advantage. We conclude that Hamilton and Verstappen are the best drivers in the hybrid era, the top-three teams (Mercedes, Ferrari, and Red Bull) clearly outperform other constructors, and approximately 88% of the variance in race results is explained by the constructor. We argue that this modelling approach may prove useful for sports beyond Formula One, as it creates performance ratings for independent components contributing to success.

stat.AP↗

Fair inference on error-prone outcomes

Fair inference in supervised learning is an important and active area of research, yielding a range of useful methods to assess and account for fairness criteria when predicting ground truth targets. As shown in recent work, however, when target labels are error-prone, potential prediction unfairness can arise from measurement error. In this paper, we show that, when an error-prone proxy target is used, existing methods to assess and calibrate fairness criteria do not extend to the true target variable of interest. To remedy this problem, we suggest a framework resulting from the combination of two existing literatures: fair ML methods, such as those found in the counterfactual fairness literature on the one hand, and, on the other, measurement models found in the statistical literature. We discuss these approaches and their connection resulting in our framework. In a healthcare decision problem, we find that using a latent variable model to account for measurement error removes the unfairness detected previously.

stat.ML↗

Privacy-Preserving Generalized Linear Models using Distributed Block Coordinate Descent

Combining data from varied sources has considerable potential for knowledge discovery: collaborating data parties can mine data in an expanded feature space, allowing them to explore a larger range of scientific questions. However, data sharing among different parties is highly restricted by legal conditions, ethical concerns, and / or data volume. Fueled by these concerns, the fields of cryptography and distributed learning have made great progress towards privacy-preserving and distributed data mining. However, practical implementations have been hampered by the limited scope or computational complexity of these methods. In this paper, we greatly extend the range of analyses available for vertically partitioned data, i.e., data collected by separate parties with different features on the same subjects. To this end, we present a novel approach for privacy-preserving generalized linear models, a fundamental and powerful framework underlying many prediction and classification procedures. We base our method on a distributed block coordinate descent algorithm to obtain parameter estimates, and we develop an extension to compute accurate standard errors without additional communication cost. We critically evaluate the information transfer for semi-honest collaborators and show that our protocol is secure against data reconstruction. Through both simulated and real-world examples we illustrate the functionality of our proposed algorithm. Without leaking information, our method performs as well on vertically partitioned data as existing methods on combined data -- all within mere minutes of computation time. We conclude that our method is a viable approach for vertically partitioned data analysis with a wide range of real-world applications.

cs.LG↗

Structural Equation Models as Computation Graphs

Structural equation modeling (SEM) is a popular tool in the social and behavioural sciences, where it is being applied to ever more complex data types. The high-dimensional data produced by modern sensors, brain images, or (epi)genetic measurements require variable selection using parameter penalization; experimental models combining disparate data sources benefit from regularization to obtain a stable result; and genomic SEM or network models lead to alternative objective functions. With each proposed extension, researchers currently have to completely reformulate SEM and its optimization algorithm -- a challenging and time-consuming task. In this paper, we consider each SEM as a computation graph, a flexible method of specifying objective functions borrowed from the field of deep learning. When combined with state-of-the-art optimizers, our computation graph approach can extend SEM without the need for bespoke software development. We show that both existing and novel SEM improvements follow naturally from our approach. To demonstrate, we discuss least absolute deviation estimation and penalized regression models. We also introduce spike-and-slab SEM, which may perform better when shrinkage of large factor loadings is not desired. By applying computation graphs to SEM, we hope to greatly accelerate the process of developing SEM techniques, paving the way for new applications. We provide an accompanying R package tensorsem.

stat.ME↗

Exploratory Mediation Analysis with Many Potential Mediators

Social and behavioral scientists are increasingly employing technologies such as fMRI, smartphones, and gene sequencing, which yield 'high-dimensional' datasets with more columns than rows. There is increasing interest, but little substantive theory, in the role the variables in these data play in known processes. This necessitates exploratory mediation analysis, for which structural equation modeling is the benchmark method. However, this method cannot perform mediation analysis with more variables than observations. One option is to run a series of univariate mediation models, which incorrectly assumes independence of the mediators. Another option is regularization, but the available implementations may lead to high false positive rates. In this paper, we develop a hybrid approach which uses components of both filter and regularization: the 'Coordinate-wise Mediation Filter'. It performs filtering conditional on the other selected mediators. We show through simulation that it improves performance over existing methods. Finally, we provide an empirical example, showing how our method may be used for epigenetic research.

stat.ME↗